You estimate a regression equation with three explanatory variables and get an R-square value of 0.63. Then you estimate the regression again with the same three explanatory variables plus one more explanatory variable, and you get an R-square value of 0.62. What can you conclude?

a. The standard error of estimate for the second equation must be larger than for the first equation.

b. This is impossible. R-square can't be smaller with an extra explanatory variable.

c. The coefficients of the second equation must be less accurate than those of the first equation.

d. All of these choices are true.